Cannot open musescore files downloaded

I download a file from here. I have it downloaded as a musescore file. I go to open it and either I can't or my Microsoft app downloader pops up for me to search for an app to play the mscz file. I have the new and updated version of musescore, and a completely new windows. Before my hard drive died in this computer, I never had an issue with musescore. I'm annoyed I have downloaded these off here, but somehow it's not recognizing that I even have the program downloaded.